+44.2%
GSK vs ACI
-41.7%
+85.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.2% |
| 7D | +1.7% | -2.2% | +3.9% | +1.9% |
| 30D | +7.0% | +10.3% | -3.3% | +6.0% |
| 3M | -2.7% | +7.2% | -9.8% | -3.4% |
| 6M | +1.4% | -18.0% | +19.4% | +2.9% |
| YTD | +5.3% | -22.0% | +27.3% | +7.2% |
| 1Y | +10.6% | -23.4% | +34.0% | +12.8% |
| 3Y | +62.6% | -35.8% | +98.4% | +68.7% |
| All | +44.2% | -41.7% | +85.9% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling